Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 508,000 EUR | 99.60% | 99.60% |
15/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 508,000 EUR | 99.42% | 99.42% |
14/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 EUR | 508,500 EUR | 98.95% | 98.95% |
13/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 509,000 EUR | 99.80% | 99.80% |
10/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 509,000 EUR | 99.84% | 99.84% |
08/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 509,500 EUR | 98.26% | 98.26% |
07/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 509,500 EUR | 99.42% | 99.42% |
06/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 EUR | 509,500 EUR | 100.00% | 100.00% |
03/05/2024 | 0.93% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,630 EUR | 509,370 EUR | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 EUR | 509,000 EUR | 100.00% | 100.00% |